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  • EQNR vs CRL✓SelectedUSD · CRLEQNR vs CRL performance historyLatest closeAs of-0.69%09/11
Stock and ETF performance explorer

EQNR vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,028.7%
CRL return
+787.6%
Excess return
+1,241.1%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-0.7%+1.9%-2.6%-1.1%
7D+6.4%-3.5%+10.0%+7.3%
30D+10.4%-2.1%+12.5%+10.8%
3M+23.1%+48.0%-24.9%+11.4%
6M+36.3%+64.7%-28.4%+18.4%
YTD+96.0%+39.5%+56.5%+76.2%
1Y+94.2%+74.2%+20.0%+63.9%
3Y+75.3%+39.4%+35.9%+47.2%
5Y+187.2%-36.9%+224.1%+192.0%
10Y+415.5%+253.3%+162.2%+197.2%
All+2,028.7%+787.6%+1,241.1%+797.3%

Cumulative growth

Daily Returns

Daily percentage return beside CRL.

Daily Out/Under-Performance

Portfolio return minus CRL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling